含交易成本的分散投资利润研究

投资理论告诉人们，应尽量使投资分散化．但许多投资在实际投资中却常常违背这一原则．本从一个调面分析在一个等均值和有一个无风险资产的均方世界里，交易成本的存在，会使投资产生很强的违背分散化原则的动机。     

A metric approach to asymptotic analysis

We introduce a notion of “firm” (or uniform) asymptotic cone to an unbounded subset of a normed space. We relate this notion to a concept of “firm” asymptotic function. We use these notions to study boundedness properties which can be applied to continuity questions for some operations on sets and functions. Such questions arise in stability analysis of Hamilton-Jacobi equations. We present some other applications such as an extension of a theorem of Dieudonné and existence results in optimization and fixed point theory.     

Another approach to the heat flow for Plateau problem

For the minimal surfaces in Rⁿ with Plateau boundary condition and establish the global existence and uniqueness of the flow as well as the continuous dependence of the initial datum.     

Security Applications of Optical Face Recognition System: Access Control in E-Learning

The educational system has gradually shifted from a face-to-face to an e-learning system, which has become prevalent in advanced countries with the advance of information technology, and connection of global networks. Accordingly, a growing demand is emerging for more reliable individual certification with technical precision in order to measure and record learning achievements and credentials of participants. The present system has a limit in terms of registration capacity, therefore, its accuracy has often been questioned. Against this background, an individual certification system is proposed particularly for access control in e-learning. Under our proposed system, a compact optical correlator for facial recognition is employed. This correlator was previously tested for of biometrics authentication accuracy and proved highly reliable, having recorded remarkably low error rates (below 1%). The recorded error rate is sufficiently robust that the system itself can be regarded as a valid and practical viable attestation system.     

On commutator subspaces of GF(p a )SL2(p a )-modules

Let p a prime, X = SL₂(p^a) and K = GF(p^a). For S a Sylow p-subgroup of X, we explicitly describe the structure of the commutator series of S on each of the irreducible KX-modules.Received: 28 April 2004     

Active control and a simple estimation method for the onset of Rayleigh-Bénard convection in temperature-dependent-viscosity liquids

Active feedback control for the onset of Rayleigh-Bénard Convection in temperature-dependent-viscosity liquids is investigated. In this paper, three major problems are addressed: (1) The results of Tang-Bau control are improved by considering the effects of temperature-dependent viscosity; (2) A more efficient two-plate control strategy is presented. A phenomenon of coalescence of the unstable modes is observed as the controller gain is large enough; (3) A simple way to estimate the critical Rayleigh number under the effects of temperature-dependent viscosity is described. Numerical results show that the effects of temperature-dependent viscosity on the critical Rayleigh number should be taken into account in some cases and the onset of Rayleigh-Bénard convection can be effectively delayed or advanced by the active feedback control strategies studied here.     

一种基于闭环优化的新型鲁棒预测控制方法

针对带约束的凸多面体线性不确定模型，提出了一种新型鲁棒预测控制方法，它采用离散化的不确定模型构造最小－最大优化控制问题，并在其中直接引入状态反馈机制，与其他最小－最大预测控制方法相比，这种方法等效于增加了控制序列的长度，为优化问题增加了更多的自由度，从而扩大了可行域，作为最小化目标的是离散化不确定系统在整个预测时域上二次型成本函数的最大值，而不是各预测阶段应成本项的上界之和，从而减少了与最小－最大优化相关的方程个数，有利于降低计算复杂性，文中进一步证明了不确定系统的闭环稳定性取决于优化问题在初始时刻的可行性，并将优化问题转化为线性矩阵不等式形式。最后，以数值仿赵例子验证了方法的有效性。     

On the effect of a longitudinal magnetic field on oscillatory characteristics of a subnormal region in discharge in argon

Oscillating nature of current pulses under d.c. excitation in subnormal region with longitudinal magnetic field at pressure range 0.20 torr to 0.85 torr have been studied. The frequency, bandwidth, peak-peak voltage, cut-off current and rise time of the current pulses have been observed with pressure, average tube current and magnetic field. A study of these oscillograms in magnetic field, average tube current and pressure are presented. The probable mechanism for the generation of oscillation based on space-charge field modification with magnetic field is discussed     

Robust H∞ control for linear Markovian jump systems with unknown nonlinearities

This paper studies the problem of stochastic stability and disturbance attenuation for a class of linear continuous-time uncertain systems with Markovian jumping parameters. The uncertainties are assumed to be nonlinear and state, control and external disturbance dependent. A sufficient condition is provided to solve the above problem. An H_∞ controller is designed such that the resulting closed-loop system is stochastically stable and has a disturbance attenuation γ for all admissible uncertainties. It is shown that the control law is in terms of the solutions of a set of coupled Riccati inequalities. A numerical example is included to demonstrate the potential of the proposed technique.     

Surface bodies and p-affine surface area

The surface body is a generalization of the floating body. Its relation to p-affine surface area is studied.